DSPIX vs. PRNHX

In the year-to-date period, DSPIX achieves a 1.02% return, which is significantly higher than PRNHX's -6.97% return. Over the past 10 years, DSPIX has outperformed PRNHX with an annualized return of 12.64%, while PRNHX has yielded a comparatively lower 9.70% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

DSPIX has a 0.20% expense ratio, which is lower than PRNHX's 0.75% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) and T. Rowe Price New Horizons Fund (PRNHX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current DSPIX Sharpe Ratio is 0.67, which is higher than the PRNHX Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of DSPIX and PRNHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DSPIX's dividend yield for the trailing twelve months is around 27.89%, more than PRNHX's 5.28% yield.

The maximum DSPIX drawdown since its inception was -55.32%, roughly equal to the maximum PRNHX drawdown of -55.79%. Use the drawdown chart below to compare losses from any high point for DSPIX and PRNHX. For additional features, visit the drawdowns tool.

The current volatility for BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) is 6.13%, while T. Rowe Price New Horizons Fund (PRNHX) has a volatility of 7.93%. This indicates that DSPIX experiences smaller price fluctuations and is considered to be less risky than PRNHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.